How do I programmatically define a martingale in my account? - page 7
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I have the audacity to call myself "other people's names" (like Lewis Carroll, Maxim Gorky, Ilf and Petrov, etc.)
You are a very narcissistic person since you put yourself on a par with such great people.
By the way,Alexey Maksimovich'spseudonymcharacterizes not only his fate, but also the direction of his work. Thus, the life of the young Alyosha Peshkov "in people" was bitter, and he wrote aboutthe bitter fate of the destitute.
Not by me, but by me. I don't know about Lewis Carroll, but Ilf and Petrov and Maxim Gorky would not have tolerated it.
And Grammar Nazi especially.
Overclocking is any strategy that aims to quickly increase your deposit.
Aggressive trading is any strategy, the goal of which is fast deposit growth.
Overclocking and aggressive trading are one and the same.
If not, please provide a constructive and reasoned explanation.
Aggressive trading is not necessarily a deposit run-up. It can simply be about rebating the spread, or wagering bonuses. In both cases, it is important to just stay within the zero profit margin. But at the same time run as much of the total lot as possible.
In order to try to define a martingale programmatically, you need to clearly articulate what a martingale is. What its criteria, attributes and properties are. When this is defined, then the question of implementation can be solved. Right now it looks like in a fairy tale: "You bring something you don't know what". :)
Absolutely right!
The question to the critics - there may be some scrapping on other instruments at different volumes for withdrawal of funds in the plus, and maybe even on the plus side, like closing all orders in the b/w. I have a desire, once again, to review the conditions of entry-exit to positions, so that no program on the history of transactions has ever seen my tough, cunning, nimble, fast multi-instrumental, perhaps somewhere and share arbitrage without increasing the volume, as well as possible partial closing-overlap set of orders and in a small minus arbitrage-lucky-martimus, in which the balance curve is always strictly to the north-east.
Mr good :-)